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Matt,
that's nice, but I don't play option.
you can upload in third party with a Ftp soft as ftpexpert or cute
expert and ask to Tomasz for the password
I am interesting in the sourcecode I am always learning of them
stephane
> I have finally written my option pricing DLL. It provides a
function to
> calculate an option's Theoretical Value (slow) and another
function to
> calculate an option's Implied Volatility (very slow). Adding more
> functions (eg. the greeks) shouldn't be too hard.
>
> If anyone wants a copy, let me know, or give me simple (:-)
instructions
> on how to upload it to the 3rd party site. I am offering the DLL,
two
> sample indicators, and the source code (VC++). The documentation
> consists of comments in the indicators' code only - if you don't
understand
> options, this DLL probably isn't for you.
>
> TJ, is there any way to have a plugin return multiple values?
Could it
> be done by passing in arguments that the plugin modifies? Would
this
> work for arrays and simple values? I ask this because the IV
calculation
> effectively calculates delta, and adding some/all of the other
greeks
> should be trivial as well, but calling multiple functions is toooo
sloooow
> (since, for example, the IV calculation uses a simple form of
Newton-
> Raphson, which calculates the TV 3 - 4 times on average, each of
which
> is already fairly "expensive").
>
> Even if a plugin can return multiple values, could they be
displayed in
> different graphs/panes? Displaying the IV and the TV in the same
pane
> is pointless since their scales are so different (though you
probably have
> some clever way of fixing that? :-).
>
> Regards,
> Matt Atterbury (mailto:matt@x...)
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